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2 changes: 1 addition & 1 deletion qlib/contrib/report/data/ana.py
Original file line number Diff line number Diff line change
Expand Up @@ -99,7 +99,7 @@ def calc_stat_values(self):
self._inf_cnt = {}
for col, item in self._dataset.items():
if not super().skip(col):
self._inf_cnt[col] = item.apply(np.isinf).astype(np.int).groupby(DT_COL_NAME, group_keys=False).sum()
self._inf_cnt[col] = item.apply(np.isinf).astype(int).groupby(DT_COL_NAME, group_keys=False).sum()
self._inf_cnt = pd.DataFrame(self._inf_cnt)

def skip(self, col):
Expand Down
29 changes: 29 additions & 0 deletions tests/test_contrib_report_data_ana.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,29 @@
import numpy as np
import pandas as pd

from qlib.contrib.report.data.ana import FeaInfAna


def test_fea_inf_ana_counts_inf_values_with_numpy_2():
index = pd.MultiIndex.from_tuples(
[
(pd.Timestamp("2024-01-01"), "SH000001"),
(pd.Timestamp("2024-01-01"), "SH000002"),
(pd.Timestamp("2024-01-02"), "SH000001"),
(pd.Timestamp("2024-01-02"), "SH000002"),
],
names=["datetime", "instrument"],
)
dataset = pd.DataFrame(
{
"feature": [1.0, np.inf, -np.inf, 2.0],
"clean": [1.0, 2.0, 3.0, 4.0],
},
index=index,
)

analyser = FeaInfAna(dataset)

assert analyser._inf_cnt.loc[pd.Timestamp("2024-01-01"), "feature"] == 1
assert analyser._inf_cnt.loc[pd.Timestamp("2024-01-02"), "feature"] == 1
assert analyser.skip("clean")